APPARENT LONG MEMORY IN TIME SERIES AS AN ARTIFACT OF A TIME-VARYING MEAN: CONSIDERING ALTERNATIVES TO THE FRACTIONALLY INTEGRATED MODEL

✍ Scribed by Ashley, Richard A.; Patterson, Douglas M.

• Book ID: 120991861
• Publisher: Cambridge University Press
• Year: 2010
• Tongue: English
• Weight: 543 KB
• Volume: 14
• Category: Article
• ISSN: 1365-1005
• DOI: 10.1017/S1365100509991052